independent variable, only ordinary derivatives appear in the equation. • In this case the equation is said to be an ordinary differential equations (ODE). • The equations discussed in the preceding two sections are ordinary differential equations. For example, dv dp 9.8 0.2v, 0.5 p 450 dt dt Partial Differential Equations
• When the unknown function depends on several independent
variables, partial derivatives appear in the equation. • In this case the equation is said to be a partial differential equation (PDE). • Examples: 2u ( x, t ) 2u ( x, t ) 2 (heat equation) x 2 t 2 u ( x , t ) 2 u ( x, t ) a 2 (wave equation) x 2 t 2 Systems of Differential Equations
• Another classification of differential equations depends on
the number of unknown functions that are involved. • If there is a single unknown function to be found, then one equation is sufficient. If there are two or more unknown functions, then a system of equations is required. • For example, predator-prey equations have the form du / dt a x xy dv / dt cy uy where x(t) and y(t) are the respective populations of prey and predator species. The constants a, c, , depend on the particular species being studied. • Systems of equations are discussed in Chapter 7. Order of Differential Equations
• The order of a differential equation is the order of the
highest derivative that appears in the equation. • Examples: y 3 y 0 y 3 y 2t 0 d4y d2y 1 e 2t
dt 4 dt 2 u xx u yy sin t
• We will be studying differential equations for which the
highest derivative can be isolated: y ( n ) (t ) f t , y, y, y, y,, y ( n1) Linear & Nonlinear Differential Equations
• An ordinary differential equation
F t , y, y, y, y,, y ( n ) 0 is linear if F is linear in the variables y, y, y, y,, y ( n ) • Thus the general linear ODE has the form a0 (t ) y ( n ) a1 (t ) y ( n 1) an (t ) y g (t ) • Example: Determine whether the equations below are linear or nonlinear. (1) y 3 y 0 (2) y 3e y y 2t 0 (3) y 3 y 2t 2 0 d4y d2y (6) u xx sin( u )u yy cos t (4) 4 t 2 1 t 2 (5) u xx uu yy sin t dt dt Solutions to Differential Equations
• A solution (t) to an ordinary differential equation
y ( n ) (t ) f t , y, y, y,, y ( n1) • satisfies the equation: ( n) (t ) f t , , , ,, ( n1)
• Example: Verify the following solutions of the ODE
y y 0; y1 (t ) sin t , y2 (t ) cos t , y3 (t ) 2 sin t Solutions to Differential Equations
• Three important questions in the study of differential
equations: – Is there a solution? (Existence) – If there is a solution, is it unique? (Uniqueness) – If there is a solution, how do we find it? (Analytical Solution, Numerical Approximation, etc)
Numerical Solution of Partial Differential Equations—II, Synspade 1970: Proceedings of the Second Symposium on the Numerical Solution of Partial Differential Equations, SYNSPADE 1970, Held at the University of Maryland, College Park, Maryland, May 11-15, 1970